# Anomaly detection in time-series via inductive biases in the latent space of conditional normalizing flows

arXiv: https://arxiv.org/abs/2603.11756 · HTML: https://mlsanity.com/paper/2603.11756/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 29 references that are in the map.
- First posted on arXiv 12 Mar 2026.

## Builds on (most cited first, 13 of 13)

- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [A Unifying Review of Deep and Shallow Anomaly Detection](https://mlsanity.com/paper/2009.11732/) (2020)
- [Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications](https://mlsanity.com/paper/1802.03903/) (2018)
- [Input complexity and out-of-distribution detection with likelihood-based generative models](https://mlsanity.com/paper/1909.11480/) (2019)
- [Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows](https://mlsanity.com/paper/2002.06103/) (2020)
- [Understanding Failures in Out-of-Distribution Detection with Deep Generative Models](https://mlsanity.com/paper/2107.06908/) (2021)
- [Density of States Estimation for Out-of-Distribution Detection](https://mlsanity.com/paper/2006.09273/) (2020)
- [TadGAN: Time Series Anomaly Detection Using Generative Adversarial Networks](https://mlsanity.com/paper/2009.07769/) (2020)
- [Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Series](https://mlsanity.com/paper/2303.01272/) (2023)
- [A Normality Test for High-dimensional Data based on a Nearest Neighbor Approach](https://mlsanity.com/paper/1904.05289/) (2019)
- [High-Dimensional Invariant Tests of Multivariate Normality Based on Radial Concentration](https://mlsanity.com/paper/2504.09237/) (2025)

## Abstract (arXiv)

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing observed data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal dynamics, and therefore can assign high probability to anomalous or out-of-distribution samples. We address this structural limitation by relocating the notion of anomaly to a prescribed latent space. We introduce explicit inductive biases in conditional normalizing flows, modeling time-series observations within a discrete-time state-space framework that constrains latent representations to evolve according to prescribed temporal dynamics. Under this formulation, expected behavior corresponds to compliance with a specified distribution over latent trajectories, while anomalies are defined as violations of these dynamics. Anomaly detection is consequently reformulated as a statistically grounded compliance test, such that observations are mapped to latent space and evaluated via goodness-of-fit tests against the prescribed latent evolution. This yields a principled decision rule that remains effective even in regions of high observation likelihood. Experiments on synthetic and real-world time-series demonstrate reliable detection of anomalies in frequency, amplitude, and observation noise, while providing interpretable diagnostics of model compliance.